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accessRights:"restricted"
~person:"Cartea, Álvaro"
~person:"Hotchkiss, Edith"
~subject:"Liquidity"
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Liquidity
Securities trading
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high-frequency trading
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Cartea, Álvaro
Hotchkiss, Edith
Chung, Kee H.
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Marshall, Ben R.
4
Abudy, Menachem
3
Będowska-Sójka, Barbara
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Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Cartea, Álvaro
;
Drissi, Fayçal
;
Monga, Marcello
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 69-93
Persistent link: https://www.econbiz.de/10014443350
Saved in:
2
AI-driven liquidity provision in OTC financial markets
Cartea, Álvaro
;
Chang, Patrick
;
Mroczka, Mateusz
; …
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2171-2204
Persistent link: https://www.econbiz.de/10013490937
Saved in:
3
Providing liquidity in an illiquid market : dealer behavior in US corporate bonds
Goldstein, Michael A.
;
Hotchkiss, Edith
- In:
Journal of financial economics
135
(
2020
)
1
,
pp. 16-40
Persistent link: https://www.econbiz.de/10012431369
Saved in:
4
Determinants of corporate bond trading : a comprehensive analysis
Hotchkiss, Edith
;
Jostova, Gergana
- In:
The quarterly journal of finance
7
(
2017
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011724410
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